Asset/Liability Mgt., Sr. ANALYST or MANAGER (Atlanta or Nashville)

Synovus•Atlanta, GA

About The Position

The Asset/Liability Mgmt., Sr. Analyst or Manager should demonstrate commitment to delivering distinctive service. This position is responsible for supporting Corporate Treasury in estimating, reporting, and forecasting key metrics for Interest Rate Risk. Proper maintenance and execution of the Interest Rate Risk framework is critical for management to better align risk and profitability measurements and make strategic balance sheet and product decisions with the goal of earning adequate returns while effectively managing risk. PRIMARY RESPONSIBILITIES: Execution of the Interest Risk Framework requires operating and supporting activities that include, but are not limited to: Performing balance sheet analysis, including net interest income risk and valuation risk e.g. Economic Value of Equity (EVE) Aggregating standardized and ad hoc results to inform strategic balance sheet decisions, including for the ALCO executive committee Developing and executing Funds Transfer Pricing (FTP) methodologies Supporting Non-Maturity Deposit modeling Monitoring quantitative model output, including loan and securities prepayment Supporting Cash Flow Modeling for Current Expect Credit Losses (CECL) and Liquidity Stress Testing (LST) Maintain proper development documentation for supported financial models and risk frameworks; Ensure proper remediation of model validation, internal audit and regulatory matters; Provide distinctive service to clients, both internal and external, in person and over the telephone. Respond to client inquiries and satisfactorily resolve client issues. Support firm-wide achievement of the three-ring standard (all phones answered by a live person within three rings). Contribute research to complex studies upon request regarding topics such as rate sensitivity or behavioral modeling; Ensure compliance with all related policies and procedures; Other duties as assigned. The information on this description has been designed to indicate the general nature and level of work performed by employees within this classification. It is not designed to contain or be interpreted as a comprehensive inventory of all duties, responsibilities, and qualifications required of employees assigned to this job. Pinnacle is an Equal Opportunity Employer committed to fostering an inclusive work environment.

Requirements

5 years of Interest Rate Risk Experience preferred, with at least 3 years’ experience in the finance sector
College degree in an analytical field required; CFA or FRM preferred
Familiarity with Asset Liability Management frameworks and supporting software for cashflow modeling such as Empyrean, QRM, Bloomberg, Moodys, Intex, etc.
Experience with prepayment or deposit decay model development or execution, both internal or with vendors such as AD&CO, AFT – Black Knight, Yield Book, etc.
Proficient with statistical analysis software or programming languages such as SAS, R, Python, etc.
Proficient with Microsoft Excel including experience with Pivot Tables, VBA, and spreadsheet modeling
Detail oriented with excellent interpersonal skills.
Strong analytical skills required.
Ability to work independently and prioritize daily tasks.
Excellent verbal and written communication skills.
Excellent service skills. Tact and diplomacy in dealing with both clients and associates.
The physical activities of this job include but are not limited to the ability to stand and sit for prolonged periods of time, use of manual dexterity, verbal communication, visual acuity, repetitive motion, and the ability to hear. Often long periods of mental concentration are required. Other activities are the ability to bend, climb, balance, stoop, kneel, crouch, reach, walk, push, pull, lift, and grasp.

Nice To Haves

CFA or FRM preferred

Responsibilities

Performing balance sheet analysis, including net interest income risk and valuation risk e.g. Economic Value of Equity (EVE)
Aggregating standardized and ad hoc results to inform strategic balance sheet decisions, including for the ALCO executive committee
Developing and executing Funds Transfer Pricing (FTP) methodologies
Supporting Non-Maturity Deposit modeling
Monitoring quantitative model output, including loan and securities prepayment
Supporting Cash Flow Modeling for Current Expect Credit Losses (CECL) and Liquidity Stress Testing (LST)
Maintain proper development documentation for supported financial models and risk frameworks
Ensure proper remediation of model validation, internal audit and regulatory matters
Provide distinctive service to clients, both internal and external, in person and over the telephone. Respond to client inquiries and satisfactorily resolve client issues. Support firm-wide achievement of the three-ring standard (all phones answered by a live person within three rings).
Contribute research to complex studies upon request regarding topics such as rate sensitivity or behavioral modeling
Ensure compliance with all related policies and procedures
Other duties as assigned.